+41.9%
CMI vs CPB
-32.6%
+74.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +2.0% |
| 7D | -0.7% | -8.6% | +7.9% | -2.8% |
| 30D | -13.4% | -7.2% | -6.2% | -14.8% |
| 3M | -17.0% | +0.9% | -17.9% | -16.5% |
| 6M | -1.6% | -11.8% | +10.2% | -1.8% |
| YTD | +11.0% | -19.4% | +30.4% | +10.4% |
| 1Y | +41.9% | -30.4% | +72.3% | +40.9% |
| All | +41.9% | -32.6% | +74.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling